Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.573 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48041.6 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46646.64 Kr¶

PnL: ---------------------------------------> -241.93 Kr¶

DD now: ---------------------------------> -1.21 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 10:17:16.355012'

Anic Portfolio¶

Today¶

Return: 0.121 %¶

This Week¶

Return: 0.269 %¶

Total¶

Return: 57.276 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.300000 3250.000000 279.000000 9.390000 2971.000006
HEBA B 70 -0.620000 2821.000000 185.000000 7.020000 2636.000010
Corem Property Group B 59 1.580000 643.100000 66.100000 11.460000 576.999999
SAAB B 8 0.730000 3428.000000 51.000000 1.510000 3377.000000
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
HMS Networks 2 -0.730000 712.000000 39.000000 5.790000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -0.980000 393.100000 38.100000 10.730000 355.000000
Resurs Holding 22 0.000000 603.680000 29.680000 5.170000 573.999998
Boozt 12 -0.430000 1681.200000 27.200000 1.640000 1653.999996
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 0.000000 546.400000 19.400000 3.680000 527.000000
Swedbank A 3 2.060000 580.200000 16.200000 2.870000 564.000000
Eastnine 4 -0.310000 507.200000 16.200000 3.300000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 0.620000 583.560000 13.560000 2.380000 570.000000
OEM International B 7 -0.640000 541.100000 13.100000 2.480000 527.999997
Nordea Bank Abp 29 0.620000 3465.500000 11.500000 0.330000 3453.999992
Coor Service Management Hold. 8 -0.730000 542.800000 10.800000 2.030000 532.000000
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
CTEK 13 0.290000 538.200000 4.200000 0.790000 533.999999
Handelsbanken A 5 0.730000 550.000000 4.000000 0.730000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 248.640000 2.640000 1.070000 246.000000
Creaspac SPAC 6 -0.420000 574.200000 -2.800000 -0.490000 577.000002
Midsona B 63 0.110000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -0.600000 559.800000 -14.200000 -2.470000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.830000 564.500000 -30.070000 -5.060000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 -1.190000 545.010000 -67.990000 -11.090000 612.999432
Axfood 13 -0.110000 3656.900000 -99.100000 -2.640000 3756.000001
Fasadgruppen Group 35 3.300000 3612.000000 -199.000000 -5.220000 3810.999990
OX2 18 -0.810000 1428.300000 -235.700000 -14.160000 1663.999992
Ovzon 52 -0.890000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46646.640000 -241.930000 -1.20973% 46888.564618

Updated:¶

'2023-01-24 10:17:28.880862'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶